Overview


Monthly Return of Prior Theta Invesments:

 JanFebMarAprMay
JunJulAugSeptOctNovDecTotal
Alpha Low Volatility 20210.55%1.43%1.80%

Performance

Time HorizonManager (net of fees)S&P 500 ETF
Last 30 Days-1.5%-0.25%
Last 90 Days2.58%3.2%
Last 365 Days17.4%13.45%
Since Inception (Annualized)19.3%20.3%
2018 (YTD)7.2%7.5%
201719.4%21.7%

Risk Metrics (Last 365 Days)

MetricManager (net of fees)60/40 Benchmark
Volatility11.9%12.6%
Sharpe Ratio1.791.05
Sortino Ratio.641.32
Maximum Drawdown-6.27%-10.1%
Value-at-risk (95%, 1 week)-2.7%-2.9%